+191.7%
ETN vs DOCN
+88.7%
+103.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.0% | -2.9% | +4.0% |
| 7D | -1.8% | -12.8% | +10.9% | +0.1% |
| 30D | -16.4% | -41.9% | +25.5% | -10.1% |
| 3M | -19.9% | -36.9% | +17.0% | -15.3% |
| 6M | -10.3% | -52.2% | +41.9% | -2.3% |
| YTD | +13.8% | +62.7% | -49.0% | +2.9% |
| 1Y | -3.1% | +58.2% | -61.3% | -12.0% |
| 3Y | +70.1% | +219.5% | -149.3% | +38.3% |
| 5Y | +122.3% | -32.9% | +155.2% | +92.0% |
| All | +191.7% | +88.7% | +103.0% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DOCN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling